Is there a way to get a message sent that the scheduler is shutting down??

If you have an event log monitoring software you can configure 24x7 to write to event log and then you can trap the shutdown event.

Note: Do not try to use 24x7 for event log monitoring. Although 24x7 can be used for that, it is not going to work because all job are terminated before the shutdown.

: Is there a way to get a message sent that the scheduler is shutting down??